+11,528.4%
ROST vs BB
+325.9%
+11,202.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | +3.2% | +11.6% | -8.4% | +2.1% |
| 30D | +7.4% | +2.6% | +4.9% | +6.9% |
| 3M | -6.1% | +3.5% | -9.6% | -6.9% |
| 6M | +6.2% | +43.5% | -37.3% | +0.6% |
| YTD | +33.4% | +141.2% | -107.7% | +19.3% |
| 1Y | +48.8% | +97.4% | -48.6% | +35.5% |
| 3Y | +99.5% | +151.1% | -51.6% | +71.7% |
| 5Y | +112.7% | -12.8% | +125.5% | +99.5% |
| 10Y | +316.4% | +27.5% | +289.0% | +238.5% |
| All | +11,528.4% | +325.9% | +11,202.4% | +7,398.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling